Vietnam International Commer MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.34% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1406 | 14.74 | |
| 0.7094 | 83.32 | |
| 0.0890 | 6.58 | |
| 0.0341 | 1.65 | |
| 0.0196 | 3.90 | |
| 0.9705 | 128.66 |
Estimation Period:
Nov 10, 2020 to Feb 6, 2026
Nov 10, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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